DSGE models with observation-driven time-varying volatility (Q1788013)
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scientific article; zbMATH DE number 6948350
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| default for all languages | No label defined |
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| English | DSGE models with observation-driven time-varying volatility |
scientific article; zbMATH DE number 6948350 |
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DSGE models with observation-driven time-varying volatility (English)
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8 October 2018
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DSGE models
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score-driven models
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time-varying parameters
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0.8496960401535034
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0.8306828141212463
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0.8161523938179016
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0.7767329812049866
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0.7700680494308472
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